-25.0%
TEVA vs MTB
+173.8%
-198.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +1.0% | -4.8% | +5.8% | +2.9% |
| 3M | +7.3% | +6.0% | +1.4% | +4.5% |
| 6M | +21.7% | +19.6% | +2.1% | +12.9% |
| YTD | +18.8% | +21.5% | -2.6% | +9.2% |
| 1Y | +86.5% | +24.7% | +61.8% | +69.4% |
| 3Y | +269.4% | +108.6% | +160.8% | +161.2% |
| 5Y | +303.6% | +106.7% | +196.9% | +177.9% |
| All | -25.0% | +173.8% | -198.8% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling